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Evolution Strategies — (μ,λ)-ES and (μ+λ)-ES

Evolution Strategies (ES) are among the oldest population-based optimizers, developed by Ingo Rechenberg and colleagues in 1960s Germany; the (μ+λ) variant came from Schwefel (and J. Reichenbacher) in the 1970s. They are the classical ancestors of cma-es. Source: andrey-dik‘s MQL5 implementation, with recombination letting offspring “inherit the characteristics of all parents.”

How it works — comma vs. plus

μ parents generate λ offspring via recombination + (self-adaptive) mutation; the two variants differ in who survives:

Benchmark (context-relative)

Reported on the mature %-of-MAX rating (Hilly/Forest/Megacity) — the same scale as the founding four, so directly comparable:

VariantScore% of MAX
(μ+λ)-ES6.49672.18%
(μ,λ)-ES4.61051.22%

(μ+λ)-ES achieved “phenomenal results” as the current leader of the suite, “ahead of its nearest competitor SDSm by almost 10%” — above all four founding algorithms (best of those: BSA at 55.10%). A 1970s elitist strategy topping the modern field is a sharp no-free-lunch-theorem twist: the “plus” tweak (keep parents) outperforms decades of newer metaphors. The comma variant lands mid-pack, showing the survival rule alone swings rank by ~20 points.

metaheuristic-optimization · exploration-vs-exploitation · population-optimization-benchmark · no-free-lunch-theorem · andrey-dik · cma-es · backtracking-search-algorithm